+4,661.4%
NFLX vs ENPH
+384.9%
+4,276.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.4% |
| 7D | -4.2% | -2.4% | -1.9% | -4.0% |
| 30D | +5.5% | -6.6% | +12.1% | +6.0% |
| 3M | -4.1% | -46.8% | +42.8% | +1.2% |
| 6M | -20.7% | -14.7% | -5.9% | -21.2% |
| YTD | -16.5% | +13.5% | -30.0% | -20.6% |
| 1Y | -37.8% | -0.4% | -37.4% | -40.3% |
| 3Y | +77.9% | -71.7% | +149.6% | +85.9% |
| 5Y | +32.5% | -79.1% | +111.6% | +40.9% |
| 10Y | +703.6% | +1,898.4% | -1,194.8% | +433.4% |
| All | +4,661.4% | +384.9% | +4,276.5% | +3,078.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ENPH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling